IndNeutralize:WorldQuant 101 Alpha 因子的流批一体实现
WorldQuant 101 Alpha 因子的流批一体实现
101 Formulaic Alphas
https://arxiv.org
IndClass = a generic placeholder for a binary industry classification such as GICS, BICS, NAICS,. SIC, etc., in indneutralize(x, IndClass.level) ...
101 Formulaic Alphas
https://github.com
IndClass, a generic placeholder for a binary industry classification such as GICS, BICS, NAICS, SIC, etc., in indneutralize(x, IndClass.level), ...
Alpha Compiler
https://pbharrin.github.io
Given an alpha equation, this tool generates Python code to be used on Quantopian's platform or in Zipline. The code generated can be cut and pasted directly ...
alpha101README.md at develop
https://github.com
本Alpha使用了美股特有行业数据,indneutralize函数无法构建,无法实现此Alpha ... Alpha#59 (-1 * Ts_Rank(decay_linear_pn(correlation(IndNeutralize(((vwap ...
alpha101README.md at master
https://github.com
Alpha#48 (indneutralize(((correlation(delta(close, 1), delta(delay(close, 1), ... 本Alpha使用了美股特有行业数据,indneutralize函数无法构建,无法实现此Alpha.
alpha101计算
https://github.com
本Alpha使用了美股特有行业数据,indneutralize函数无法构建,无法实现此Alpha ... Alpha#59 (-1 * Ts_Rank(decay_linear_pn(correlation(IndNeutralize(((vwap ...
ALPHA
https://zhuanlan.zhihu.com
Alpha#76 计算逻辑:(max(rank(decay_linear(delta(vwap, 1.24383), 11.8259)),Ts_Rank(decay_linear(Ts_Rank(correlation(IndNeutralize(low, ...
GitHub
https://github.com
Alpha#48 (indneutralize(((correlation(delta(close, 1), delta(delay(close, 1), ... 本Alpha使用了美股特有行业数据,indneutralize函数无法构建,无法实现此Alpha.
预测股票市场的101个alpha因子的解读与总结
http://www.qianshancapital.com
基于scale、indneutralize的横截面维度上的鲁棒性增强手段. ○套利手段. ○横截面排序(择股套利). ○时间序列排序(择时套利).